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Doc/exponentialsmoothing fit method #9129

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29 changes: 16 additions & 13 deletions statsmodels/tsa/arima/model.py
Original file line number Diff line number Diff line change
Expand Up @@ -44,19 +44,22 @@ class ARIMA(sarimax.SARIMAX):

Parameters
----------
endog : array_like, optional
endog : array_like
The observed time-series process :math:`y`.
exog : array_like, optional
Array of exogenous regressors.
order : tuple, optional
order : tuple, default: (0, 0, 0)
The (p,d,q) order of the model for the autoregressive, differences, and
moving average components. d is always an integer, while p and q may
either be integers or lists of integers.
seasonal_order : tuple, optional
either be integers or lists of integers specifying exactly which lag
orders are included. The order of differences is to achieve
stationnarity in the context of a sochastic trend or seasonality.
seasonal_order : tuple, default: (0, 0, 0, 0)
The (P,D,Q,s) order of the seasonal component of the model for the
AR parameters, differences, MA parameters, and periodicity. Default
is (0, 0, 0, 0). D and s are always integers, while P and Q
may either be integers or lists of positive integers.
AR parameters, differences, MA parameters, and periodicity. D is a non-
negative integer, and s is an integer strictly greater than one. P and
Q may either be integers or lists of positive integers specifying
exactly which lag orders are included.
trend : str{'n','c','t','ct'} or iterable, optional
Parameter controlling the deterministic trend. Can be specified as a
string where 'c' indicates a constant term, 't' indicates a
Expand All @@ -68,18 +71,18 @@ class ARIMA(sarimax.SARIMAX):
regressors, which differs from how trends are included in ``SARIMAX``
models. See the Notes section for a precise definition of the
treatment of trend terms.
enforce_stationarity : bool, optional
enforce_stationarity : bool, default: True
Whether or not to require the autoregressive parameters to correspond
to a stationarity process.
enforce_invertibility : bool, optional
enforce_invertibility : bool, default: True
Whether or not to require the moving average parameters to correspond
to an invertible process.
concentrate_scale : bool, optional
concentrate_scale : bool, default: False
Whether or not to concentrate the scale (variance of the error term)
out of the likelihood. This reduces the number of parameters by one.
This is only applicable when considering estimation by numerical
maximum likelihood.
trend_offset : int, optional
trend_offset : int, default: 1
The offset at which to start time trend values. Default is 1, so that
if `trend='t'` the trend is equal to 1, 2, ..., nobs. Typically is only
set when the model created by extending a previous dataset.
Expand All @@ -89,10 +92,10 @@ class ARIMA(sarimax.SARIMAX):
freq : str, optional
If no index is given by `endog` or `exog`, the frequency of the
time-series may be specified here as a Pandas offset or offset string.
missing : str
missing : str, default: 'none'
Available options are 'none', 'drop', and 'raise'. If 'none', no nan
checking is done. If 'drop', any observations with nans are dropped.
If 'raise', an error is raised. Default is 'none'.
If 'raise', an error is raised.

Notes
-----
Expand Down
2 changes: 1 addition & 1 deletion statsmodels/tsa/holtwinters/model.py
Original file line number Diff line number Diff line change
Expand Up @@ -975,7 +975,7 @@ def fit(
starting values are determined using a combination of grid search
and reasonable values based on the initial values of the data. See
the notes for the structure of the model parameters.
method : str, default "L-BFGS-B"
method : str, default "SLSQP"
The minimizer used. Valid options are "L-BFGS-B" , "TNC",
"SLSQP" (default), "Powell", "trust-constr", "basinhopping" (also
"bh") and "least_squares" (also "ls"). basinhopping tries multiple
Expand Down